Her dark materials: How Norah Jones finally exorcised her demons

She survived sudden stardom to sell more than 40 million albums. Ten years on, she has finally got to know her famous father. So why are pain and heartbreak still providing the inspiration for pop music's mistress of alchemy?

Recently, one of Ravi Shankar's daughters was presenting a musical journey. Anoushka, the Indian sitar maestro's London-born youngest child, was in Berlin, showcasing her new album, Traveller – an innovative melding of classical Indian and Spanish musics. "It's a really cool concept that I never would have thought of," says Shankar's other daughter, Texas-raised Norah Jones. "There's such a great correlation between traditional flamenco and what Anoushka does," she says of her half-sister. "It sounds great."

Several weeks and 300 miles away in another German city, Jones is unveiling her own journey. In the waiting-room of the old Cologne railway station, she's diving into herself and exorcising demons.

As attested by the songs on her new album Little Broken Hearts, a man gone done her wrong. Now, in front of a gathering of journalists, record-company personnel and TV cameras from one of the country's biggest channels, the 33-year-old singer is expressing troubled thoughts about faithless boyfriends, their feckless departures and their cold-hearted mistresses. As the title of her new single has it, she's been taking "Happy Pills" to cope with her shattered emotions.

The lady, it seems, has been having a rough old time of it. Which is especially unlucky, you might say, as her last album was a break-up album too. The Fall (2009) was partly a chronicle of her split with Lee Alexander, a member of her band with whom she'd had an eight-year relationship.

Is it wise for an artist – especially an artist of Jones's huge global profile – to be documenting more heartache?

"But that's the thing," she will reply, smiling slightly. "People keep asking me, 'Aren't you nervous that people are gonna read [her own life] into all your lyrics?' I'm like, no, because I know what's real and what's not. It's mostly fantasy," she claims. "You take a feeling that everyone feels – it doesn't mean that's what reality is. But you can have the feeling and then take it from there. And the song is like a little flash of one of those feelings."

Despite the hubbub of chat – tonight resembles a class reunion for the German media – and the rumble of overhead trains, the show is going well. As she plays the new album in its entirety, Jones hops from ancient Wurlitzer to guitar to piano. Her new, young, all-male band rock gently behind her. It's the first time she's been without a woman in her line-up, and the first time she's had a band who all live in New York.

The last time I met Jones, in New York, the city of her birth, the diminutive girl reared in Fort Worth told me that she sometimes wished she didn't have to be the boss and band leader all the time. Two years on, and 10 years since her breakthrough, it seems she's almost managed to accomplish that. "I didn't want to just throw a bunch of people together and see how they get along," she shrugs. She met these musicians playing on the New York bar-gig circuit which, for this 10-time Grammy winner with more than 40 million album sales to her name, remains a crucial diversionary pastime. "These guys all play in a couple of different bands together," says this inveterate muso with her own brace of serious and not-so-serious side-projects (bands such as the Little Willies, White on Rice, Puss'n'Boots and El Madmo). "So they're like a ready-made band. They already vibe together – I don't have to worry about the bass and the drummer locking together cos I already know they do."

If Jones feels like it and the band plays on, the channel will delay broadcast of the evening news. That's how big a deal Jones is in Germany, a country that loves her almost as much as they do in France. Clever, erudite, smokily attractive and tastefully left-of-centre singer-songwriters are big round these parts. Especially if they're singing songs that bleed all over the place.

Yet on Little Broken Hearts the emotions might be dark but the tunes are bright. A product, in part, of Jones' relationship with an unlikely new creative partner; the producer and co-writer of her fifth studio album is Danger Mouse, aka Brian Burton. He was half of Gnarls Barkley (alongside Cee-Lo Green), created the genius mash-up record The Grey Album (a combination of Jay-Z's The Black Album and The Beatles' The White Album), and has produced everyone from Beck to Gorillaz. He's helped create a compelling album wreathed in languid atmospherics and noir-ish grooves.

"They are all kinda dark!" she concedes with a smile. "Which I think Brian loves. He was kinda in that zone, maybe. And I love intimate, stripped-down music, so it kinda lends itself to that [feeling] very well."

Forget the Norah Jones of snarky "Snorah Jones" repute, the easy-listening piano-tinkler whose hugely successful jazz-esque debut Come Away With Me (2002) kickstarted a middle-of-the-road career that saw her become one of the world's best-selling artists of the past decade. Little Broken Hearts is the perfect centre-point of a musical triangle formed by Adele's 21, Lana Del Rey's Born to Die and David Lynch's Crazy Clown Time album.

"I met Brian on the Rome project," Jones tells me when we catch up on the afternoon after the gig. She's curled into a sofa in a dressing-room of a Cologne TV studio, waiting to record a performance on a chat show. The presenter, it seems, is a bit of a joker, as attested by the huge wall-hung photographs of him cavorting with previous guests such as Bono, Pink and Coldplay.

Last year's Rome album was a collaboration between Danger Mouse and Italian composer Daniele Luppi. Jones supplied half the vocals, Jack White the other. "I went out to Rome, recorded my stuff in a couple of days. It was fun and it was pretty easy and we got to know each other. Then I was trying to make The Fall, and I was looking for a producer, so I asked Brian. And he said, 'Yeah, but let's do something else. Let's try to write together...' Because I had already written the songs for The Fall and he was more interested in collaborating. And," she beams, "it all worked out great. I had never made a record like that before, where I go in with nothing and we just write. I love Brian and I trusted him and I love everything he does. I mean, I don't know if I'd want to do that with just anybody. If you're working that closely with somebody, it has to be someone where you love everything they do, and you like hanging out with them."

You also have to trust them with your innermost thoughts – especially if those concern a break-up. When we talked two years ago, Jones told me that Alexander was well aware of which songs on The Fall concerned him. She also said that she'd just started seeing a new boyfriend. She wouldn't reveal anything about him, save that he would be looking after her new dog, a poodle called Ralph, when she went on tour.

Clearly that relationship went south too. Whether we should believe the album and he did actually cheat on Jones, leave abruptly without so much as an explanatory letter, and have a mistress – "Miriam", as the new song of the same name has her – about whom Jones harboured murder fantasies, she isn't saying. As she attests, some of the lyrics are entirely fictional. But, I ask her, does that particular ex, like Alexander, know which songs on Little Broken Hearts are about him?

Jones laughs, just. "Yeah, it's fine, it's totally... yeah," she falters. "He probably knows what's real and what's not more than anyone. I'm not too worried about it."

Did he at least fulfill his dog-sitting duties?

"Yeah! But it's not a fuck-you album," she insists, flashing the middle finger, "I don't think. Maybe on the surface it seems like that. But it's not."

No, it's not. Little Broken Hearts is far from a rancorous, bitter diatribe. It's elegant, poetic and bewitching, peopled with character-based narratives that speak of Jones' and Burton's shared enthusiasm for the films of David Lynch, and for the "sexploitation" film-maker Russ Meyer's 1965 cult classic Mudhoney. Not, a grinning Jones adds hastily, that she was inspired by the content of Mudhoney's tagline of "Passion debased by lust... leaves a taste of evil!". Rather she sought to capture the mood of the movie's poster (which hangs on the wall of Burton's recording studio), hence Jones' tousled, vampish image on the album sleeve.

All, told, "it's not too harsh", she believes, adding that she would get no pleasure from touring songs of bleak catharsis around the world for months on end. "And there's something about listening to someone sing their diary – you can tell. It's just like, woah," she winces. "Fantasy is a little more interesting, actually."

As an interviewee Norah Jones can take a little warming up, and she's never been hugely comfortable discussing her personal life. When I first met her, in 2008, she admitted this was partly because of the facts of her parentage. In early interviews she had tried to avoid talking about Ravi Shankar. He had met Jones' mother when she was working as a concert promoter in New York, and they had a brief relationship. When Jones was forging her own musical path as a natural-born singer with reflective, soulful lyrics (she was, you might say, Adele before Adele was Adele), the young girl signed to the legendary Blue Note record label wanted to be judged on her own merits, not on those of her famous father.

"Before, I was still working out my own issues with my dad. We only started our relationship when I was 18, even though I saw him when I was little. And also, I'd lived my whole life without having to be known as the daughter of somebody. So I didn't want to start with music! I didn't think it was fair to my music to label me as the daughter of somebody – I didn't think it described me very well and I didn't think it had anything to do with my music. Maybe I'm genetically more inclined to music – but the music I make is so far removed from Indian classical music. I grew up in Texas!"

She had, then, only known her father "properly" for four years when she first started doing interviews.

"Also, relationships are complicated, and relationships within families are complicated when there's been a k period of estrangement. And why get into that with a perfect stranger? I can't do justice to both sides of the story unless we write a book about it..."

Plus, Jones was protective of the feelings of her mother, with whom she remains very close.

"That was actually the main reason I couldn't really get into it. Because there's both sides to consider. Then there's my side, which is completely different from those two.

"But I'm fine with talking about it now because I feel like I don't have anything to prove any more... People think of me separately from him now, and that's great. I love my dad and we have a very good relationship now."

Before she recorded The Fall, Jones visited Shankar in Delhi and spent a month with him and his family. She wrote a couple of songs there, and her dad tried to teach her a Hindi song. "It was fun," she told me two years ago, "but I don't know that I would want to record it. I don't speak Hindi. That music is so sacred in a way. People have gurus and give up their whole lives to study this music, so I'm not gonna just waltz in and start recording it. But it was a nice experience for us, as a father and daughter who have never really played music in that way."

She and Anoushka also wrote a song together forthe latter's 2007 album Breathing Under Water. But Jones hasn't been to India since that last visit, and hopes to go soon – her schedule permitting, and also that of her father. Aged 92, Shankar still performs live.

Just as music is her father's life, so it's Jones's too. Collaboration and experimentation are in her blood, as attested by the release last year of ...Featuring Norah Jones, an entire album compiling her hook-ups with other artists, from Belle & Sebastian to Willie Nelson, Dolly Parton and OutKast.

"Norah is positively the most talented musician I've ever been around in my life – and that's including some heavies," Dave Grohl told me after working with Jones on the Foo Fighters track "Virginia Moon". "She was unbelievable. Perfect pitch, perfect time, perfect placement, perfect playing. We were absolutely stunned. She did two takes and that was it. In and out in an hour and a half. And she was sweet as sugar, man. Unassuming, modest and a good hang."

Jones seems to have this effect on people. After being cast – with no acting experience to her name – by Chinese auteur Wong Kar-Wai in his 2007 arthouse film My Blueberry Nights, Jones became firm friends with co-star Natalie Portman. "Norah is a sweetheart," the actress said to me. "She knows what she's doing. She's one of the greatest people I've ever met. It's rare that you meet people through work who you're like, 'Oh my God, I wanna spend every minute with you!' She's just fun and real. I sincerely love her."

Despite such approbation, Jones has no raging desire to repeat her acting experience. "When I'm off I don't wanna go on a movie set," she says with a shake of her head. She'd rather just go home to her New York apartment and cook dinner, "...and hang! And every time I do a music video it kinda cures me of wanting to do it because you wait around forever."

That said, she has a cameo (as herself) in the upcoming film Ted, the directorial debut of Family Guy creator Seth MacFarlane. The hugely successful writer/animator is a close friend and, "Oh man, they pay him so much..." she whispers. But beyond that she's more interested in doing "silly things", such as the comedy skits she and a pair of friends do in the guise of joke troupe White on Rice. "That's more fun for me than being all dramatic. We're trying to film them but we've started getting so busy we haven't had time to."

In any case, a little broken heart or not, Norah Jones is enjoying being back out on the road.

"I'm just so happy with this record that I'm happy to do this all again – this whole promotional dance," she says, gesturing round this blank dressing-room in an echoey television studio on an industrial park somewhere in Cologne. "And the band is so fun. I feel like we're gonna have a good time on tour."

Does it help that her new boyfriend is a member of her new band?

"Yeah!" she says immediately, before quickly adding, "Who told you that?" She isn't bothered that people know, she says, she'd just rather they kept their privacy, "more for him. Just don't say which one he is, deal?"

OK, I say, deal. Her secret is safe with me. Despite the greatness of Little Broken Hearts, anything to head off the chance of three break-up albums in a row...

'Little Broken Hearts' is released tomorrow on Blue Note